Avoca CLO DAC (AVOCA) XXV

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR248.000-Aaa-AAA38.00%-Floating3mEu98a963mE+96-100.00000
B-1EUR30.000-Aa2-AA28.00%-Floating3mEu170a1753mE+175-100.00000
B-2EUR10.000-Aa2-AA28.00%-FixedYLD--1.900%1.900%100.00000
CEUR24.000-A2-A22.00%-Floating3mEu200-210 2103mE+210-100.00000
DEUR29.000-Baa3-BBB-14.80%-Floating3mEu300-310 3003mE+300-100.00000
EEUR20.000-Ba3-BB-9.80%-Floating3mEuLow 600s6253mE+614-99.00000
FEUR12.000-B3-B-6.80%-Floating3mEu900-9109103mE+870-97.00000
SubEUR35.600------------Retained
Tranche Comments
A: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144A/Reg S; B-1: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144A/Reg S; B-2: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144A/Reg S; C: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144A/Reg S; D: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144A/Reg S; E: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144A/Reg S; F: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144A/Reg S; Sub: First Pay: 2022-07-15; Redemption: 2023-05-15; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Originator(s)
KKR